-95.0%
ZNTL vs SPY
+80.7%
-175.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -4.5% |
| 7D | -12.7% | -2.0% | -10.7% | -9.5% |
| 30D | -12.7% | -1.7% | -11.0% | -9.9% |
| 3M | -0.3% | +4.7% | -5.0% | -8.0% |
| 6M | +17.3% | +12.5% | +4.8% | -3.9% |
| YTD | +165.9% | +11.7% | +154.2% | +122.3% |
| 1Y | +145.9% | +17.5% | +128.4% | +89.9% |
| 3Y | -85.8% | +76.6% | -162.4% | -94.4% |
| All | -95.0% | +80.7% | -175.7% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling